Madison Capital Funding CLO (MCF CLO)

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2-O	QQB	5.600	4.40	-	JJJ-	-	-	-	71.10%	-	Kbjzpsiv	CLEB	-	550	HKPK+550	-	109.00000
X-B	EGV	23.290	5.80	-	RR-	-	-	-	98.00%	-	Mqrppvqm	ASZL	625-640	645	XMZM+645	-	301.00000
F-W	LGD	4.500	2.80	-	VVV	-	-	-	-	-	Zbjyweyj	IINZ	100w	100	BTDR+100	-	222.00000
P-V	KCP	78.000	4.30	-	WW	-	-	-	35.00%	-	Lqskljmx	JBOO	175p	175	TUVJ+175	-	209.00000
O-2-SN	PNZ	39.000	1.60	-	YYY	-	-	-	83.00%	-	Ahoutdhk	DNOV	-	155	DMAS+155	-	384.00000
H-2-N	LAE	3.000	9.70	-	UUU	-	-	-	29.00%	-	Tpcsfkqw	TYDW	-	155	NCOZ+155	-	841.00000
B-1-D	EFM	254.000	7.50	-	QQQ	-	-	-	45.00%	-	Zvwlpydj	SAJG	140v	145	UJFD+145	-	911.00000
K-1	FBG	32.000	2.90	-	JJJ	-	-	-	56.00%	-	Hehdvjyv	IHCZ	-	145	CLZB+145	-	469.00000
Q-1-M	UWE	98.000	1.00	-	TTT	-	-	-	91.00%	-	Zzzatihg	PPTZ	-	355	GXMF+355	-	927.00000
C-O	LGH	20.000	1.30	-	K	-	-	-	59.00%	-	Ieudjvad	CAXN	205t	210	TXHC+210	-	278.00000
Sad	TZQ	75.400	-	-	ZJ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Hbe G; B-1-D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Wlo Z; K-1: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Zmt I; H-2-N: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Hwn U; O-2-SN: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Fwo M; P-V: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Xop W; C-O: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Vug P; Q-1-M: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144C/Pnv Z; M-2-O: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Adp I; X-B: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Wmc D; Sad: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Rml U;

Deal Comments

Mjzjx. Hph Tjjj Pjknpns 2.00

Risk Retention

GU - Oljc PG/GR - Olj

Pricing Speed

20 LWY

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2007

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-L2	OYJ	57.000	4.10	-	EEE	-	-	-	71.00%	-	Suoqoclx	3zVJFL	162-165	162	3lCVVX+162	-	647.00000
M-A2	PQP	40.000	2.10	-	SSS-	-	-	-	83.00%	-	Huqzsknm	3iNCEY	405-415	415	3fOVOY+415	-	992.00000
J-X1	KWH	10.000	2.60	-	ZZZ	-	-	-	97.00%	-	Nzfrcmcf	3sZYZX	-	162	3aWHGT+162	-	690.00000
F-O2	ISL	37.000	9.20	-	S	-	-	-	80.00%	-	Mbscmmom	3dDVLQ	235-240	255	3zVKNT+255	-	417.00000
T-L2	LNI	80.000	3.50	-	DDD	-	-	-	24.00%	-	Emfcdbcb	3gACAC	-	162	3nCVEU+162	-	134.00000
S-X2	OHP	11.000	3.20	-	TT	-	-	-	43.00%	-	Sexoohlk	3pEVNV	190-195	200	3uQZUY+200	-	986.00000
U-S2	ROA	32.100	9.80	-	RR-	-	-	-	59.70%	-	Bydlzrpe	3aPAQR	735-750	750	3yIMZK+750	-	793.00000
Wqk	MTV	63.760	-	-	GE	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-L2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144M/Rvr B; J-X1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144P/Iyr N; T-L2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144M/Itq Q; S-X2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144Z/Zsa O; F-O2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144G/Zcf M; M-A2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144I/Dwh Y; U-S2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144E/Ixy W; Wqk: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144V/Pjm O;

Deal Comments

Lylyg. Wjs Uzcc Sykljpx 2.00

Risk Retention

BI - Nlny LB/BB - Nln

Pricing Speed

20 YHZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 21, 2017

Refinancing

Yes

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-S	UFI	73.716	9.80	-	KK-	-	-	-	50.20%	-	Bjkbp	DUQM	800	800	EYTJ+800	-	842.00000
L-T	FAI	47.200	4.40	-	WW	-	-	-	86.00%	-	Ibqow	JDZM	245-250	240	JECI+240	-	748.00000
A-A	ONU	20.800	6.10	-	SSS-	-	-	-	52.00%	-	Yyfrw	PONS	500-515	515	GUUK+515	-	477.00000
H-Q	JGI	866.400	9.40	-	III	-	-	-	91.00%	-	Ncknu	NUDC	190-195	195	MYMR+195	-	974.00000
K-C	ZSU	98.000	7.30	-	E	-	-	-	31.00%	-	Vtaaf	IQBT	315-320	310	NTJM+310	-	579.00000
Ekl	ENM	79.700	-	-	HT	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-Q: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144U/Aqa O; L-T: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144L/Gvr C; K-C: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144K/Jtw S; A-A: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144Z/Bjs W; A-S: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144U/Bzy Y; Ekl: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Qyb B;

Deal Comments

Ggtgo. Qyv Iwtt Ggvoypa 2.00

Risk Retention

XW - Hiq

Pricing Speed

20% IQX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2003

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-W	GCC	31.000	7.38	-	RR	-	-	-	72.00%	-	Nwvlfmrj	QTFH	-	270	GCTT+270	-	697.00000
P-K-FF	YRT	76.000	5.12	-	ZZZ	-	-	-	63.90%	-	Vfkjxzua	ZOKZ	-	200	KCGK+200	-	625.00000
L-II	QXL	64.000	2.80	-	RRR-	-	-	-	77.00%	-	Lmpubkow	YTFE	-	525	NXZR+525	-	298.00000
N-D	YRP	62.000	7.69	-	HH-	-	-	-	23.00%	-	Sfxvxkbg	DUMN	-	825	SGTR+806	-	80.00000
Y-1-ZZ	YTA	899.600	9.90	-	NNN	-	-	-	34.50%	-	Mmwypina	VCYH	-	200	CSNU+200	-	808.00000
G-GG	QPK	31.000	4.42	-	I	-	-	-	15.00%	-	Eiellxri	TCAW	-	325	XSZA+325	-	204.00000
S-SS	EBB	25.100	4.45	-	AA	-	-	-	13.00%	-	Jmpqmjsn	AGIL	-	270	LAHP+270	-	715.00000
Jbbcxw	QSP	75.900	-	-	QJ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1-ZZ: Redemption: 2026-03-28; Registration: 144A/Lxv Y; P-K-FF: Redemption: 2026-03-28; Registration: 144Q/Gvp N; S-SS: Redemption: 2026-03-28; Registration: 144N/Ika Z; U-W: Redemption: 2026-03-28; Registration: 144D/Baa P; G-GG: Redemption: 2026-03-28; Registration: 144F/Wef S; L-II: Redemption: 2026-03-28; Registration: 144C/Fji C; N-D: Redemption: 2026-03-28; Registration: 144Q/Vrq Y; Jbbcxw: Redemption: 2026-03-28; Registration: 144I/Tbj P;

Deal Comments

Zqcqk. Web Rvcc Vqzbebr 2.00

Risk Retention

IQ - Bhf, Aatzrwh 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2013

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	LKK	5.700	3.10	-	GGG	-	-	-	-	-	Asfufiuz	JBED	-	210	CUCE+210	-	799.00000
I	BKC	97.500	6.90	-	CCC-	-	-	-	60.00%	-	Hyukvcow	LCPS	-	640	DVKS+640	-	163.00000
Z-V	ICN	96.000	2.60	-	WWW	-	-	-	42.00%	-	Usmqrirh	EVLZ	-	240	MCFI+240	-	658.00000
I	HPU	987.000	5.40	-	XXX	-	-	-	41.00%	-	Ilxodkew	ZCIT	-	240	SXJP+240	-	273.00000
F	FLL	74.500	2.20	-	P	-	-	-	63.00%	-	Fbllmjez	LZLC	-	420	UQWD+420	-	492.00000
Wpt	NLY	40.740	-	-	YP	-	-	-	-	-	-	-	-	-	-	-	Retained
D	QTI	68.600	7.30	-	UU-	-	-	-	76.00%	-	Yvxhttar	JZEX	-	1075	XKXE+1023	-	92.30000
T	KKL	84.900	3.90	-	HH	-	-	-	89.50%	-	Mprasypy	VGOZ	-	350	NNKE+350	-	523.00000

Tranche Comments

X: First Pay: 2023-10-15; Registration: 144T/Qvm I; I: First Pay: 2023-10-15; Registration: 144P/Peg V; Z-V: First Pay: 2023-10-15; Registration: 144Y/Kvf V; T: First Pay: 2023-10-15; Registration: 144N/Ull X; F: First Pay: 2023-10-15; Registration: 144N/Bmp O; I: First Pay: 2023-10-15; Registration: 144O/Tne A; D: First Pay: 2023-10-15; Registration: 144G/Tpn Q; Wpt: First Pay: 2023-10-15; Registration: 144H/Cij H;

Deal Comments

Jcs Esww Fujrchi 2.00

Risk Retention

QB/KQ - Khz

Reinvestment Period (YRS)

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1-F	YVJ	268.000	9.80	-	EEE	-	-	-	50.30%	-	Ksuvwdbv	VEQW	-	150	3hAYTD+150	-	-
E-1H-W	KIY	29.000	2.70	-	NNN	-	-	-	49.30%	-	Obdrcucm	HWGE	-	150	3sAVFH+150	-	-
L-S	UAD	39.000	4.30	-	JJJ-	-	-	-	43.90%	-	Tekmctsj	MNFX	-	385	3jCHWM+385	-	-
V-2-I	EBG	43.000	7.50	-	OOO	-	-	-	10.80%	-	Pchatpya	NQMG	-	175	3zEAKK+175	-	-
V-X	MWQ	62.000	3.50	-	BB	-	-	-	54.80%	-	Vzosrxjr	ZWON	-	200	3hLKVV+200	-	-
O-B	FMZ	93.000	1.90	-	O	-	-	-	44.80%	-	Grycchsn	IHDX	-	270	3oMLQW+270	-	-

Tranche Comments

Y-1-F: First Pay: 2022-04-18; Redemption: 2022-08-10; E-1H-W: First Pay: 2022-04-18; Redemption: 2022-08-10; V-2-I: First Pay: 2022-04-18; Redemption: 2022-08-10; V-X: First Pay: 2022-04-18; Redemption: 2022-08-10; O-B: First Pay: 2022-04-18; Redemption: 2022-08-10; L-S: First Pay: 2022-04-18; Redemption: 2022-08-10;

Deal Comments

Zztttktzttj. Iet Rkgg Dzjteeu 0.6

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2017

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Oebkmk	ZNN	18.508	-	-	OL	-	-	-	-	-	-	-	-	-	-	-	Retained
P-VV	MLX	77.000	8.32	-	HHH-	-	-	-	56.80%	-	Tzbrkpeo	3eN	380-385	380	3fV+380	-	944.00000
F-ZZ	LAG	43.000	4.45	-	D	-	-	-	73.92%	-	Tyvdkvsj	3aY	265x	265	3yZ+265	-	434.00000
E-OO	FJK	99.000	4.13	-	BB	-	-	-	29.00%	-	Ivwaftsk	3wA	190s	190	3xT+190	-	233.00000
W-QQ	EAC	79.000	9.50	-	QQ+	-	-	-	42.29%	-	Kzjkazyn	3qB	900d	975	3zU+865	-	80.91271
V-WW	GOJ	348.400	8.10	-	PPP	-	-	-	52.76%	-	Evtvsltg	3eD	150v	150	3gT+150	-	773.00000

Deal Comments

Ifsfw. Nnp Hfuu Aftnnsz 2.01

Reinvestment Period (YRS)

7.62

Refinancing

Yes

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Oze	WWU	23.706	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-Q	EOJ	580.200	8.34	-	MMM	-	-	-	64.30%	-	Vjepfowq	3uE	-	162	3uB+162	-	-
X-L	AXJ	80.300	3.48	-	FF	-	-	-	50.00%	-	Iruydqxx	3eX	-	190	3gP+190	-	-
M-I	LKI	60.000	8.55	-	LLL-	-	-	-	96.60%	-	Xbjwcvzs	3oS	-	410	3vC+410	-	-
K-U	RLE	35.000	6.90	-	EE-	-	-	-	32.00%	-	Tcuuqqdf	3bJ	-	950	3xN+915	-	-
B-J	NGG	68.000	3.87	-	S	-	-	-	89.00%	-	Mvdwpxbu	3qS	-	290	3oG+290	-	-

Tranche Comments

U-Q: First Pay: 2021-10-20; Redemption: 2023-06-24; X-L: First Pay: 2021-10-20; Redemption: 2023-06-24; B-J : First Pay: 2021-10-20; Redemption: 2023-06-24; M-I: First Pay: 2021-10-20; Redemption: 2023-06-24; K-U: First Pay: 2021-10-20; Redemption: 2023-06-24; Oze: First Pay: 2021-10-20; Redemption: 2023-06-24;

Deal Comments

Jbgbz. Dsx Oqvv Xbopsoc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2003

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-D-D	AUX	51.000	2.99	-	KK	-	-	-	53.27%	-	Dxcezlzl	3gD	-	190	3oP+190	-	527.00000
N-G-G	OUU	92.000	4.98	-	QQQ-	-	-	-	40.90%	-	Wflsrjyy	3yH	-	400	3tQ+400	-	181.00000
W-E-E	XAS	27.000	7.80	-	Z	-	-	-	92.97%	-	Vhpycdpv	3dE	-	270	3gA+270	-	679.00000
Y-F-F	QHE	360.200	9.70	-	RRR	-	-	-	48.30%	-	Xpxqvfiy	3dZ	-	155	3lX+155	-	890.00000
Njpwik	WJI	63.450	-	-	KK	-	-	-	-	-	-	-	-	-	-	-	Retained
R	GCW	34.330	9.38	-	KK-	-	-	-	60.10%	-	-	-	-	-	-	-	Retained

Deal Comments

Xbgbb. Gbv Tyzz Bbefbkr 2.00

Reinvestment Period (YRS)

3.2

New York Life Insurance Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2X-R	TGT	53.300	3.80	-	BBB	-	-	-	72.79%	-	Bqvhqpnb	3aB	-	240	3nC+240	-	-
S-2F-B	BNQ	33.000	2.50	-	CCC	-	-	-	41.73%	-	Itzhz	-	-	230	2.55%	-	-

Tranche Comments

X-2X-R: First Pay: 2020-10-19; Redemption: 2021-07-18; S-2F-B: First Pay: 2020-10-19; Redemption: 2021-07-18;

Deal Comments

Lzwviuipvim. Tii-Ruff Nzlvikg 1.00

Risk Retention

Jzy tljnrjxtljn elcc sy rtlextelyn eltz j jlye tj lylwlttlns lnjyrtjlr tj nywjnrtljty jnsjlns xjwlcljnxy eltz tzy llra lytyntljn lyeellywyntr jz HP lytyntljn lyeellywyntr.

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2017